Find the spot rate for a theoretical $2$ year zero coupon bond using the following par value yield curve. Use $100$ par value in your calculation.

$6$ Month T$-$bill rate $($observed$)=\mathrm{.}50\%$

$1$ Year T$-$bill rate $($observed$)=\mathrm{.}75\%$

$1\mathrm{.}5$ Year T$-$note rate $($calculated$)=1\mathrm{.}10\%$

$2$ Year T$-$note rate $($calculated$)=1\mathrm{.}65\%$

Enter your answer in decimal format $(\mathrm{.}0123),$ not percentage format $(1\mathrm{.}23\%).$

Can you please show step by step? I$\text{'}$m struggling with my homework.